Foreign Entanglements: Estimating the Source and Size of Spillovers Across Industrial Countries; Tamim Bayoumi and Andrew Swiston; IMF Working Paper[removed]; July 1, 2007 - Variance decomposition - Document - PDFSEARCH.IO

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	Foreign Entanglements: Estimating the Source and Size of Spillovers Across Industrial Countries; Tamim Bayoumi and Andrew Swiston; IMF Working Paper[removed]; July 1, 2007 Add to Reading List Document Date: 2008-02-20 16:26:53 Open Document File Size: 674,90 KB Share Result on Facebook Country Australia / Switzerland / Norway / Japan / Sweden / United States / New Zealand / Denmark / Canada / / / IndustryTerm large oil shocks / / Organization International Monetary Fund / / Person Andrew Swiston / Gregory / Nathan Sheets / Thomas Helbling / Sam Ouliaris / Cholesky / Countries Tamim Bayoumi / Trish Pollard / Tamim Bayoumi / / Position author / important driver of global fluctuations / Head / / SocialTag Time series analysis Vector autoregression Numerical linear algebra Variance decomposition Variance Shock Gross domestic product Cholesky decomposition Covariance matrix Statistics

Foreign Entanglements: Estimating the Source and Size of Spillovers Across Industrial Countries; Tamim Bayoumi and Andrew Swiston; IMF Working Paper[removed]; July 1, 2007Add to Reading List